Monte Carlo and Quasi-Monte Carlo Methods 2002

Niederreiter, Harald

Monte Carlo and Quasi-Monte Carlo Methods 2002

Edited by Harald Niederreiter ()

in Springer Books from Springer

Date: 2004
ISBN: 978-3-642-18743-8
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Chapters in this book:

Finance: A Fertile Field for Applications of MC and QMC: Phelim P. Boyle
How Many Random Bits Do We Need for Monte Carlo Integration?: Stefan Heinrich, Erich Novak and Harald Pfeiffer
On Tractability of Weighted Integration for Certain Banach Spaces of Functions: Fred J. Hickernell, Ian H. Sloan and Grzegorz W. Wasilkowski
Polynomial Integration Lattices: Pierre L’Ecuyer
Approximate Bayesian Computation and MCMC: Vincent Plagnol and Simon Tavaré
New Challenges for the Simulation of Stochastic Processes: Denis Talay
Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations: Wolfgang Wagner
Digital Nets, Duality, and Algebraic Curves: Chaoping Xing and Harald Niederreiter
Generalized Mersenne Prime Number and Its Application to Random Number Generation: Lih-Yuan Deng
Constructing Good Lattice Rules with Millions of Points: Josef Dick and Frances Y. Kuo
Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period: Gerhard Dorfer and Arne Winterhof
Simulation for American Options: Regression Now or Regression Later?: Paul Glasserman and Bin Yu
Perturbation Monte Carlo Methods for the Solution of Inverse Problems: Carole K. Hayakawa and Jerome Spanier
Quantum Boolean Summation with Repetitions in the Worst-Average Setting: Stefan Heinrich, Marek Kwas and Henryk Woźniakowski
The Strong Tractability of Multivariate Integration Using Lattice Rules: Fred J. Hickernell, Ian H. Sloan and Grzegorz W. Wasilkowski
Minimizing Effective Dimension Using Linear Transformation: Junichi Imai and Ken Seng Tan
Component by Component Construction of Rank-1 Lattice Rules HavingO(n -1(In(n))d) Star Discrepancy: Stephen Joe
Stratification by Rank-1 Lattices: Alexander Keller
Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences: Gerhard Larcher and Friedrich Pillichshammer
Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains: Christian Lécot and Bruno Tuffin
Quasi-Monte Carlo Methods for Elliptic BVPs: Michael Mascagni, Aneta Karaivanova and Chi-Ok Hwang
Stable Connectivity of Networks and Its Monte Carlo Estimation: Hozumi Morohosi and Tatsuo Oyama
Random Number Generators Based on Linear Recurrences in $$ \mathbb{F}_{2^w } $$: François Panneton and Pierre L’Ecuyer
Using Quasi-Monte Carlo Scenarios in Risk Management: Filip Pistovčák and Thomas Breuer
Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS: Rudolf Schürer
When Does Monte Carlo Depend Polynomially on the Number of Variables?: Ian H. Sloan and Henryk Woźniakowski
A New Adaptive Method for Geometric Convergence: Jerome Spanier and Rong Kong
Polynomial Arithmetic Analogue of Hickernell Sequences: Shu Tezuka

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DOI: 10.1007/978-3-642-18743-8

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